Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
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Publication:6362303
DOI10.1007/S40072-022-00285-3arXiv2103.04211OpenAlexW3134118462MaRDI QIDQ6362303
Hyun-Jung Kim, Igor Cialenco, Gregor Pasemann
Publication date: 6 March 2021
Full work available at URL: https://doi.org/10.1007/s40072-022-00285-3
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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